Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 39 (2012)
Issue (Month): 1 (January)
Chebyshev polynomial approximation; Chebyshev nodes; Optimal stopping problem; C63; D81;
Find related papers by JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Judd, Kenneth L., 1992.
"Projection methods for solving aggregate growth models,"
Journal of Economic Theory,
Elsevier, vol. 58(2), pages 410-452, December.
- Judd, K.L., 1992. "Projection Methods for Saving Aggregate Growth Models," Working Papers e-92-7, Hoover Institution, Stanford University.
- He, Hua. & Pindyck, Robert S., 1989.
"Investments in flexible production capacity,"
2102-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Majd, Saman & Pindyck, Robert S., 1987.
"Time to build, option value, and investment decisions,"
Journal of Financial Economics,
Elsevier, vol. 18(1), pages 7-27, March.
- Saman Majd & Robert S. Pindyck, 1987. "Time to Build, Option Value, and Investment Decisions," NBER Working Papers 1654, National Bureau of Economic Research, Inc.
- Guglielmo Maria Caporale & Mario Cerrato, 2008.
"Using Chebyshev Polynomials to Approximate Partial Differential Equations,"
CESifo Working Paper Series
2308, CESifo Group Munich.
- Guglielmo Caporale & Mario Cerrato, 2010. "Using Chebyshev Polynomials to Approximate Partial Differential Equations," Computational Economics, Society for Computational Economics, vol. 35(3), pages 235-244, March.
- Dangl, Thomas & Wirl, Franz, 2004. "Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1437-1460, April.
- Mosiño, Alejandro, 2012. "Producing energy in a stochastic environment: Switching from non-renewable to renewable resources," Resource and Energy Economics, Elsevier, vol. 34(4), pages 413-430.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.